Log-gamma motion as flexible model for generalized interest rates
Article in Stochastic Analysis and Applications (January 2018)
The most recent citing publications are shown below. View all 3 publications that cite this research output on Dimensions.
Der Einsatz von Zinsderivaten vor dem Hintergrund einer hohen Kassenkreditverschuldung der Kommunen
Article in Verwaltung & Management (January 2018)
On flexible modeling of generalized interest rate
Conference proceeding in AIP Conference Proceedings (October 2017)